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Rockwell Automation, Inc. ROK

i

Market datapartial · fetched 2026-11-03T15:56:40.097Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-03T15:56:26.382601692Z

FundamentalsAlpha Vantage · unavailable

Share price$452.89
1D+1.6%
$444$446$449$452$4555:30 AM6:30 AM9:00 AM1:00 PMROK
Sold putSold call

Rockwell Automation, Inc. options

Live interpolated ROK call and put midpoint premiums by absolute delta.Rockwell Automation, Inc.$0.00$0.27$0.54$0.81$1.08$-0.45$0.02$0.50$0.98$1.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEROK PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend38.95%
Daily close
ROK28.0%33.9%39.8%2026-08-05: 33.60%2026-08-06: 33.08%2026-08-07: 33.05%2026-08-10: 33.34%2026-08-11: 32.67%2026-08-12: 31.70%2026-08-13: 31.47%2026-08-14: 30.46%2026-08-17: 31.37%2026-08-18: 30.72%2026-08-19: 31.47%2026-08-20: 33.39%2026-08-21: 31.16%2026-08-24: 31.02%2026-08-25: 30.77%2026-08-26: 30.05%2026-08-27: 30.03%2026-08-28: 28.84%2026-08-31: 29.03%2026-09-01: 29.33%2026-09-02: 29.10%2026-09-03: 29.24%2026-09-04: 28.96%2026-09-08: 30.79%2026-09-09: 30.92%2026-09-10: 30.23%2026-09-11: 28.84%2026-09-14: 30.31%2026-09-15: 31.61%2026-09-16: 32.41%2026-09-17: 32.15%2026-09-18: 31.05%2026-09-21: 31.06%2026-09-22: 31.31%2026-09-23: 31.49%2026-09-24: 31.23%2026-09-25: 31.49%2026-09-28: 31.93%2026-09-29: 31.90%2026-09-30: 32.04%2026-10-01: 31.57%2026-10-02: 30.93%2026-10-05: 31.37%2026-10-06: 31.03%2026-10-07: 31.55%2026-10-08: 31.33%2026-10-09: 31.65%2026-10-12: 32.48%2026-10-13: 33.56%2026-10-14: 33.89%2026-10-15: 34.66%2026-10-16: 34.65%2026-10-19: 34.60%2026-10-20: 35.44%2026-10-21: 36.54%2026-10-22: 37.64%2026-10-23: 38.65%2026-10-26: 38.58%2026-10-27: 37.94%2026-10-28: 38.05%2026-10-29: 37.68%2026-10-30: 38.95%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
33.60%
33.08%
33.05%
33.34%
32.67%
31.70%
31.47%
30.46%
31.37%
30.72%
31.47%
33.39%
31.16%
31.02%
30.77%
30.05%
30.03%
28.84%
29.03%
29.33%
29.10%
29.24%
28.96%
30.79%
30.92%
30.23%
28.84%
30.31%
31.61%
32.41%
32.15%
31.05%
31.06%
31.31%
31.49%
31.23%
31.49%
31.93%
31.90%
32.04%
31.57%
30.93%
31.37%
31.03%
31.55%
31.33%
31.65%
32.48%
33.56%
33.89%
34.66%
34.65%
34.60%
35.44%
36.54%
37.64%
38.65%
38.58%
37.94%
38.05%
37.68%
38.95%